Goldman Sachs Call 110 BEI 21.06.2024
/ DE000GK7CTL7
Goldman Sachs Call 110 BEI 21.06..../ DE000GK7CTL7 /
| 2024-04-30 10:47:05 AM |
Chg.-0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
GK7CTL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.15 |
| Parity: |
3.06 |
| Time value: |
0.31 |
| Break-even: |
143.60 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.30 |
| Spread %: |
9.80% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
3.65 |
| Rho: |
0.12 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.84% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
+12.41% |
| YTD |
|
|
+11.19% |
| 1 Year |
|
|
+22.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.91 |
| 1M High / 1M Low: |
3.19 |
1.99 |
| 6M High / 6M Low: |
3.32 |
1.68 |
| High (YTD): |
2024-02-07 |
3.32 |
| Low (YTD): |
2024-04-09 |
1.99 |
| 52W High: |
2024-02-07 |
3.32 |
| 52W Low: |
2023-07-20 |
1.24 |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.66% |
| Volatility 6M: |
|
75.70% |
| Volatility 1Y: |
|
78.72% |
| Volatility 3Y: |
|
- |
